EEUX.DE vs. H4ZZ.DE
EEUX.DE (BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF) and H4ZZ.DE (HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)) are both Europe Equities funds - EEUX.DE tracks the MSCI Europe ESG Filtered Min TE while H4ZZ.DE tracks the EURO STOXX 50. Both are passively managed. Over the past year, EEUX.DE returned 21.84% vs 22.41% for H4ZZ.DE. Their correlation of 0.94 suggests significant overlap in exposure. EEUX.DE charges 0.15%/yr vs 0.05%/yr for H4ZZ.DE.
Performance
EEUX.DE vs. H4ZZ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EEUX.DE having a 10.26% return and H4ZZ.DE slightly lower at 10.19%.
EEUX.DE
- 1D
- 0.79%
- 1M
- 2.72%
- YTD
- 10.26%
- 6M
- 10.98%
- 1Y
- 21.84%
- 3Y*
- 15.05%
- 5Y*
- 9.50%
- 10Y*
- 10.13%
H4ZZ.DE
- 1D
- 0.79%
- 1M
- 3.49%
- YTD
- 10.19%
- 6M
- 11.16%
- 1Y
- 22.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EEUX.DE vs. H4ZZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EEUX.DE BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF | 10.26% | 19.25% | -1.40% |
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) | 10.19% | 22.35% | -2.42% |
Correlation
The correlation between EEUX.DE and H4ZZ.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2024 | 0.94 |
The correlation between EEUX.DE and H4ZZ.DE has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.
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Return for Risk
EEUX.DE vs. H4ZZ.DE — Risk / Return Rank
EEUX.DE
H4ZZ.DE
EEUX.DE vs. H4ZZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEUX.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.04 | +0.19 |
| Martin ratioReturn relative to average drawdown | 8.51 | 7.07 | +1.44 |
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Drawdowns
EEUX.DE vs. H4ZZ.DE - Drawdown Comparison
The maximum EEUX.DE drawdown since its inception was -95.71%, which is greater than H4ZZ.DE's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for EEUX.DE and H4ZZ.DE.
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Drawdown Indicators
| EEUX.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.71% | -16.46% | -79.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -10.94% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -16.45% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.21% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -95.71% | — | — |
Current DrawdownCurrent decline from peak | -88.58% | -0.83% | -87.75% |
Average DrawdownAverage peak-to-trough decline | -55.21% | -2.66% | -52.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.16% | -0.60% |
Volatility
EEUX.DE vs. H4ZZ.DE - Volatility Comparison
The current volatility for BNP Paribas Easy MSCI Europe ESG Filtered Min TE UCITS ETF (EEUX.DE) is 2.98%, while HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) has a volatility of 3.53%. This indicates that EEUX.DE experiences smaller price fluctuations and is considered to be less risky than H4ZZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEUX.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 3.53% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 13.18% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 15.98% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 16.81% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 714.84% | 16.81% | +698.03% |
EEUX.DE vs. H4ZZ.DE - Expense Ratio Comparison
EEUX.DE has a 0.15% expense ratio, which is higher than H4ZZ.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EEUX.DE vs. H4ZZ.DE - Dividend Comparison
Neither EEUX.DE nor H4ZZ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, EEUX.DE and H4ZZ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for EEUX.DE.
EEUX.DE tracks MSCI Europe ESG Filtered Min TE, while H4ZZ.DE tracks EURO STOXX 50. They also come from different issuers: BNP Paribas and HSBC. Their fees differ too: 0.15% for EEUX.DE and 0.05% for H4ZZ.DE.
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